Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49310.04 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45248.5 Kr¶

PnL: ---------------------------------------> 192.5 Kr¶

DD now: ---------------------------------> -7.173 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 13:02:06.034476'

Anic Portfolio¶

Today¶

Return: -0.822 %¶

This Week¶

Return: 0.014 %¶

Total portfolio value¶

Return including deposits: 61.428 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.030000 1667.160000 198.160000 13.490000 1468.999998
Orrön Energy 180 -1.760000 2163.600000 120.600000 5.900000 2043.000000
Atrium Ljungberg B 5 0.050000 995.500000 60.500000 6.470000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.290000 1004.640000 37.640000 3.890000 966.999996
Sagax B 4 -0.620000 891.600000 37.600000 4.400000 854.000000
Platzer Fastigheter Holding B 12 -2.120000 998.400000 37.400000 3.890000 960.999996
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
Sedana Medical 93 -4.050000 2553.780000 32.780000 1.300000 2521.000011
JM 6 -1.060000 892.800000 28.800000 3.330000 864.000000
OX2 13 2.180000 975.650000 25.650000 2.700000 949.999999
Bilia A 8 0.440000 920.000000 20.000000 2.220000 900.000000
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.350000 1031.400000 10.400000 1.020000 1020.999996
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
Byggmax Group 33 -1.900000 955.020000 -0.980000 -0.100000 956.000001
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
ASSA ABLOY B 3 -0.770000 773.700000 -5.300000 -0.680000 779.000001
EQT 4 -1.430000 824.400000 -7.600000 -0.910000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Addnode Group B 11 -0.730000 895.400000 -25.600000 -2.780000 921.000003
SKF B 5 -0.520000 913.500000 -26.500000 -2.820000 940.000000
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.780000 809.600000 -47.400000 -5.530000 857.000000
Vitec Software Group B 2 -2.640000 1031.000000 -56.000000 -5.150000 1087.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Hexagon B 26 -1.700000 3374.800000 -86.200000 -2.490000 3461.000010
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
TOTAL 45248.500000 192.500000 -7.17298% 45056.000411

Updated:¶

'2023-07-05 13:02:23.062365'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶